You don't "must have to" do anything when it come to a fuse.
I've never used a fuse on any heavy circuit, like a large inverter etc.
But I have confidence that my installations will not allow a short circuit to happen under normal condition.. The factory MFGs don't use fuses in the battery cable/starter circuits either. If its good for them, its good for me.
Speaking of fuses, I don't have any fuse between the converter and the batteries. Apparently the MFG figured it didn't need one. And who would I be to 2nd guess them.:)